The role of approximate prior restrictions in distributed lag estimation

Journal of the American Statistical Association

Volumn 67, Issue 337, 1972, Pages 169-175

  Sims, Christopher A ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000426011     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1972.10481221     Document Type: Article

References (6)

1. Jorgenson, D. W., “Rational Distributed Lag Functions,” Econometrica, (January 1966), 135–49.
2. Rozanov, Yu A., Stationary Random Processes, San Francisco: Holden-Day, 1966.
3. Schaefer, H. H., Topological Vector Spaces, New York: Macmillan Co., 1966.
4. Sims, C. A., “Discrete Approximations to Continuous-Time Distributed Lags in Econometrics,” Econometrica, 39 (May 1971), 545 ff.
5. ——, “Distributed Lag Estimator When the Parameter Space is Explicitly Infinite-Dimensional,” Annals of Mathematical Statistics, 42 (October 1971), 1622–36.
6. ——, “Approximate Specification in Distributed Lag Models,” Paper presented at 38th Session of the International Statistical Institute, Washington, D.C., August 1971.